+229.3%
APLD vs HBAN
+44.9%
+184.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.4% | -6.3% |
| 7D | +2.7% | +2.3% | +0.4% | +0.9% |
| 30D | -21.4% | +4.8% | -26.2% | -24.4% |
| 3M | -47.8% | -10.1% | -37.8% | -42.9% |
| 6M | -64.9% | +5.0% | -69.9% | -66.7% |
| YTD | -34.9% | -6.1% | -28.7% | -32.9% |
| 1Y | -30.7% | +4.6% | -35.3% | -35.5% |
| 3Y | +305.3% | +74.9% | +230.4% | +122.4% |
| All | +229.3% | +44.9% | +184.4% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBAN.
Daily Out/Under-Performance
Portfolio return minus HBAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HBAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling